using System; using System.Collections.Generic; using System.Linq; using OoplesFinance.StockIndicators; using OoplesFinance.StockIndicators.Models; using Skender.Stock.Indicators; using TALib; using Tulip; using Xunit; using Xunit.Abstractions; namespace QuanTAlib.Tests; public class WmaValidationTests { private readonly ValidationTestData _testData; private readonly ITestOutputHelper _output; public WmaValidationTests(ITestOutputHelper output) { _output = output; _testData = new ValidationTestData(); } [Fact] public void Validate_Skender_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib WMA (batch TSeries) var wma = new global::QuanTAlib.Wma(period); var qResult = wma.Update(_testData.Data); // Calculate Skender WMA var sResult = _testData.SkenderQuotes.GetWma(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResult, sResult, x => x.Wma); } _output.WriteLine("WMA Batch(TSeries) validated successfully against Skender"); } [Fact] public void Validate_Skender_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib WMA (streaming) var wma = new global::QuanTAlib.Wma(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(wma.Update(item).Value); } // Calculate Skender WMA var sResult = _testData.SkenderQuotes.GetWma(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qResults, sResult, x => x.Wma); } _output.WriteLine("WMA Streaming validated successfully against Skender"); } [Fact] public void Validate_Skender_Span() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib WMA (Span API) double[] qOutput = new double[_testData.RawData.Length]; global::QuanTAlib.Wma.Calculate(_testData.RawData.Span, qOutput.AsSpan(), period); // Calculate Skender WMA var sResult = _testData.SkenderQuotes.GetWma(period).ToList(); // Compare last 100 records ValidationHelper.VerifyData(qOutput, sResult, x => x.Wma); } _output.WriteLine("WMA Span validated successfully against Skender"); } [Fact] public void Validate_Talib_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for TA-Lib (double[]) double[] output = new double[_testData.RawData.Length]; foreach (var period in periods) { // Calculate QuanTAlib WMA (batch TSeries) var wma = new global::QuanTAlib.Wma(period); var qResult = wma.Update(_testData.Data); // Calculate TA-Lib WMA var retCode = TALib.Functions.Wma(_testData.RawData.Span, 0..^0, output, out var outRange, period); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.WmaLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: 1e-4); } _output.WriteLine("WMA Batch(TSeries) validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for TA-Lib (double[]) double[] output = new double[_testData.RawData.Length]; foreach (var period in periods) { // Calculate QuanTAlib WMA (streaming) var wma = new global::QuanTAlib.Wma(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(wma.Update(item).Value); } // Calculate TA-Lib WMA var retCode = TALib.Functions.Wma(_testData.RawData.Span, 0..^0, output, out var outRange, period); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.WmaLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qResults, output, outRange, lookback, tolerance: 1e-4); } _output.WriteLine("WMA Streaming validated successfully against TA-Lib"); } [Fact] public void Validate_Talib_Span() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data double[] talibOutput = new double[_testData.RawData.Length]; foreach (var period in periods) { // Calculate QuanTAlib WMA (Span API) double[] qOutput = new double[_testData.RawData.Length]; global::QuanTAlib.Wma.Calculate(_testData.RawData.Span, qOutput.AsSpan(), period); // Calculate TA-Lib WMA var retCode = TALib.Functions.Wma(_testData.RawData.Span, 0..^0, talibOutput, out var outRange, period); Assert.Equal(Core.RetCode.Success, retCode); int lookback = TALib.Functions.WmaLookback(period); // Compare last 100 records ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: 1e-4); } _output.WriteLine("WMA Span validated successfully against TA-Lib"); } [Fact] public void Validate_Tulip_Batch() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib WMA (batch TSeries) var wma = new global::QuanTAlib.Wma(period); var qResult = wma.Update(_testData.Data); // Calculate Tulip WMA var wmaIndicator = Tulip.Indicators.wma; double[][] inputs = { _testData.RawData.ToArray() }; double[] options = { period }; int lookback = period - 1; double[][] outputs = { new double[_testData.RawData.Length - lookback] }; wmaIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: 1e-4); } _output.WriteLine("WMA Batch(TSeries) validated successfully against Tulip"); } [Fact] public void Validate_Tulip_Streaming() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib WMA (streaming) var wma = new global::QuanTAlib.Wma(period); var qResults = new List(); foreach (var item in _testData.Data) { qResults.Add(wma.Update(item).Value); } // Calculate Tulip WMA var wmaIndicator = Tulip.Indicators.wma; double[][] inputs = { _testData.RawData.ToArray() }; double[] options = { period }; int lookback = period - 1; double[][] outputs = { new double[_testData.RawData.Length - lookback] }; wmaIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qResults, tResult, lookback, tolerance: 1e-4); } _output.WriteLine("WMA Streaming validated successfully against Tulip"); } [Fact] public void Validate_Tulip_Span() { int[] periods = { 5, 10, 20, 50, 100 }; foreach (var period in periods) { // Calculate QuanTAlib WMA (Span API) double[] qOutput = new double[_testData.RawData.Length]; global::QuanTAlib.Wma.Calculate(_testData.RawData.Span, qOutput.AsSpan(), period); // Calculate Tulip WMA var wmaIndicator = Tulip.Indicators.wma; double[][] inputs = { _testData.RawData.ToArray() }; double[] options = { period }; int lookback = period - 1; double[][] outputs = { new double[_testData.RawData.Length - lookback] }; wmaIndicator.Run(inputs, options, outputs); var tResult = outputs[0]; // Compare last 100 records ValidationHelper.VerifyData(qOutput, tResult, lookback, tolerance: 1e-4); } _output.WriteLine("WMA Span validated successfully against Tulip"); } [Fact] public void Validate_Against_Ooples() { int[] periods = { 5, 10, 20, 50, 100 }; // Prepare data for Ooples (List) var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData { Date = q.Date, Close = (double)q.Close, High = (double)q.High, Low = (double)q.Low, Open = (double)q.Open, Volume = (double)q.Volume }).ToList(); foreach (var period in periods) { // Calculate QuanTAlib WMA var wma = new global::QuanTAlib.Wma(period); var qResult = wma.Update(_testData.Data); // Calculate Ooples WMA var stockData = new StockData(ooplesData); var oResult = stockData.CalculateWeightedMovingAverage(length: period); var oValues = oResult.OutputValues["Wma"]; // Compare ValidationHelper.VerifyData(qResult, oValues, (s) => s, tolerance: 5e-4); } _output.WriteLine("WMA validated successfully against Ooples"); } }